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A new adaptive test for paired data for small to moderate sample sizes.


Citation

Shitan, Mahendran and Lai, Choo Heng and Padmanabhan, A. R. (2012) A new adaptive test for paired data for small to moderate sample sizes. Journal of Statistical Computation and Simulation, 82 (6). pp. 907-914. ISSN 0094-9655; ESSN:1563-5163

Abstract

When carrying out data analysis, a practitioner has to decide on a suitable test for hypothesis testing, and as such, would look for a test that has a high relative power. Tests for paired data tests are usually conducted using t-test, Wilcoxon signed-rank test or the sign test. Some adaptive tests have also been suggested in the literature by O'Gorman, who found that no single member of that family performed well for all sample sizes and different tail weights, and hence, he recommended that choice of a member of that family be made depending on both the sample size and the tail weight. In this paper, we propose a new adaptive test. Simulation studies for n=25 and n=50 show that it works well for nearly all tail weights ranging from the light-tailed beta and uniform distributions to t(4) distributions. More precisely, our test has both robustness of level (in keeping the empirical levels close to the nominal level) and efficiency of power. The results of our study contribute to the area of statistical inference.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Institute for Mathematical Research
DOI Number: https://doi.org/10.1080/00949655.2011.560850
Publisher: Taylor & Francis
Keywords: Modified Wilcoxon test; Adaptive test; Linear rank test.
Depositing User: Nur Farahin Ramli
Date Deposited: 19 Aug 2013 02:41
Last Modified: 17 Feb 2016 02:25
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/00949655.2011.560850
URI: http://psasir.upm.edu.my/id/eprint/24945
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